-13.0%
CIFR vs EXPD
+62.8%
-75.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.9% | +6.0% | +7.1% |
| 7D | +9.4% | -1.6% | +11.0% | +10.8% |
| 30D | -45.3% | +0.6% | -45.9% | -45.0% |
| 3M | -58.7% | +9.8% | -68.5% | -60.8% |
| 6M | -64.9% | +25.8% | -90.7% | -70.4% |
| YTD | -51.8% | +31.3% | -83.1% | -62.1% |
| 1Y | -61.9% | +40.9% | -102.9% | -71.7% |
| 3Y | +138.6% | +74.7% | +63.9% | +43.3% |
| 5Y | -13.0% | +62.9% | -75.8% | -47.5% |
| All | -13.0% | +62.8% | -75.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling